pedma

as regulatory environment tightens in Europe I am being more careful by saving my data more regularly, reconciling my trades, making sure that everything is explainable in a future audit.
for example, on hyperliquid i can only go back about 10k trade records. for me that lasts about 3 months and im already not able to go back any further. if I had to prove transactions from earlier periods and I did not have a database with the entire history, I would not be able to prove the operations I am reporting.
I don't have to go back as I have every single trade recorded in a database, but this is the

a perma bid in equities and we choose to trade this.

now some turnover stats. I think I am turning over a bit much (283x annualized) even though I did some work to get this down in the past.
i used the highest cost brackets on each exchange, although not all is taker volume. slippage cost is real from live stats.
this is something I have to look into again. I think i can do better in my signals without giving up too much edge.

been in such a great winning period lately that it seems I forgot what's like to be in a drawdown. now that I am in one again, here we are back at building dashboards to monitor whats going on.
here's the port performance and IC across all the features on two of my portfolios. definitely not the best looking period for the features I am running now.
the first one is pure momentum. you can see how correlated these all are.
I've been working on another (second pic) that will include different features and you can see that some are already doing better than others and there's more dispersion acr

when i am working on new features, i sometimes come up with different variations of the signal I am working on. but testing them in bulk through entire datasets takes some time, so i just built this queue pool where i can be working on new features, while the others run in the background, and then i get a warning when they're done.
just a neat way of not getting stuck waiting for results. also i'll get alerts when its completed so if i have a large set i can just go off desk and chill out while I wait for the results.
this then follows a pipeline where if they have acceptable results based on

opus 4.8 doing dumb things.
i tried to have it oneshot building a backtestoor from scratch, and this guy is closing positions on a bar previous to a signal.
this is pretty simple stuff and it still does this crap.
yeh keep vibe coding your trading infra without checking man...

takes me about €3.6k a month to run my entire business right now.
running a lean shop for maxx compounding purposes.
i barely take salary for myself, just reinvesting it all.
prob will increase with new data vendors im planning to add but if ideally these pay for themselves.